Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective
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Publication:6150535
DOI10.1016/j.jeconom.2023.105633arXiv2110.01189MaRDI QIDQ6150535
Ran An, Ziwei Zhu, Wei-Chen Wang
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.01189
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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